Date | Average Spread | Last Best Bid Price | Last Best Ask Price | Last Best Bid Volume | Last Best Ask Volume | Average Buy Volume | Average Sell Volume | Average Buy Value | Average Sell Value | Spreads Availability Ratio | Quote Availability |
---|---|---|---|---|---|---|---|---|---|---|---|
20/11/2024 | 0,59% | 1,67 CHF | 1,68 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 509 296 CHF | 170 765 CHF | 97,69% | 97,69% |
19/11/2024 | 0,60% | 1,65 CHF | 1,66 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 495 530 CHF | 166 177 CHF | 95,86% | 95,86% |
18/11/2024 | 0,61% | 1,67 CHF | 1,68 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 491 208 CHF | 164 736 CHF | 93,99% | 93,99% |
15/11/2024 | 0,60% | 1,66 CHF | 1,67 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 496 579 CHF | 166 526 CHF | 94,28% | 94,28% |
14/11/2024 | 0,59% | 1,70 CHF | 1,71 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 508 057 CHF | 170 352 CHF | 98,64% | 98,64% |
13/11/2024 | 0,67% | 1,48 CHF | 1,49 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 448 969 CHF | 150 656 CHF | 97,15% | 97,15% |
12/11/2024 | 0,63% | 1,54 CHF | 1,55 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 477 214 CHF | 160 071 CHF | 97,42% | 97,42% |
11/11/2024 | 0,60% | 1,67 CHF | 1,68 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 498 246 CHF | 167 082 CHF | 95,40% | 95,40% |
08/11/2024 | 0,62% | 1,64 CHF | 1,65 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 483 446 CHF | 162 149 CHF | 96,80% | 96,80% |
07/11/2024 | 0,64% | 1,57 CHF | 1,58 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 469 971 CHF | 157 657 CHF | 98,06% | 98,06% |